---
title: Equilibrium Pricing and Return Predictability
url: https://www.ml-quant.com/papers/ssrn/5042622/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5042622
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5042622
featured: 2024-12-04
citations: unknown
topic: Asset Pricing & Factors
---


# Equilibrium Pricing and Return Predictability

The article explains how the relationship between assets can predict returns through equilibrium pricing effects. It also discusses how the returns of certain assets can forecast the returns of investment assets, without requiring additional information or adjustments.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5042622
- Identifier: SSRN 5042622
- Released: 2024-12-03
- First featured: Quant Letter No. 77 (2024-12-04): https://www.ml-quant.com/issues/2024-12-04/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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